-16.4%
PINS vs MCO
+180.1%
-196.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -0.4% |
| 7D | -12.0% | -4.2% | -7.9% | -9.0% |
| 30D | -12.7% | +2.2% | -14.9% | -14.2% |
| 3M | -5.5% | +10.1% | -15.6% | -13.0% |
| 6M | +5.3% | +5.3% | 0.0% | +0.7% |
| YTD | -21.2% | -2.7% | -18.5% | -20.7% |
| 1Y | -45.0% | -0.4% | -44.7% | -46.2% |
| 3Y | -26.2% | +49.0% | -75.3% | -50.2% |
| 5Y | -64.0% | +33.6% | -97.6% | -73.7% |
| All | -16.4% | +180.1% | -196.5% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling